Access Statistics for Heejoon Han

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 3 3 14 334
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 3 5 11 229
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 3 3 13 18
Modeling and predicting the market volatility index: The case of VKOSPI 1 1 1 67 12 42 145 356
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 0 7 76
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 1 1 13 7 11 19 117
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 2 5 11 20
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 2 17 29 152
Time series properties of ARCH processes with persistent covariates 0 0 0 99 4 7 10 506
Total Working Papers 1 2 2 456 36 93 259 1,808

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 0 0 0 27 1 1 8 89
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 4 5 13 155
Asymptotic Properties of GARCH-X Processes 0 1 1 26 3 8 18 84
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 3 75 3 9 28 240
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 6 6 16 89
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 1 12 76
Effects of the US stock market return and volatility on the VKOSPI 0 0 1 8 11 45 126 202
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 2 3 5 9 4 5 15 29
GARCH with omitted persistent covariate 0 0 0 7 3 5 10 51
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 28 2 4 22 118
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 0 4 10 33 4 13 30 92
Non‐stationary non‐parametric volatility model 0 0 0 0 2 2 8 56
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 2 2 8 74
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 0 8 123 1 7 59 485
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 2 19 6 12 30 87
Time series properties of ARCH processes with persistent covariates 0 0 0 56 2 5 10 224
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 0 8 2 2 9 43
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 0 14 3 3 15 84
Total Journal Articles 2 8 32 505 59 135 437 2,278

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06